+7.7%
AAL vs QLD
+13.1%
-5.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.4% |
| 7D | +8.3% | -9.4% | +17.7% | +13.5% |
| 30D | +6.2% | -17.1% | +23.3% | +16.4% |
| 3M | -17.7% | -10.4% | -7.3% | -13.5% |
| 6M | +15.4% | +0.7% | +14.7% | +10.2% |
| YTD | -11.1% | +17.7% | -28.8% | -24.7% |
| 1Y | +7.7% | +14.7% | -6.9% | -7.8% |
| All | +7.7% | +13.1% | -5.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling